+5.8%
MDLZ vs SWK
+46.0%
-40.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.7% | +11.0% | -9.4% | +0.7% |
| 30D | +11.2% | +30.1% | -18.9% | +8.8% |
| 3M | +6.1% | +14.7% | -8.5% | +4.8% |
| 6M | +8.6% | +44.5% | -35.9% | +5.2% |
| YTD | +25.8% | +59.4% | -33.5% | +20.6% |
| 1Y | +21.7% | +77.5% | -55.9% | +15.5% |
| 3Y | +5.8% | +49.5% | -43.6% | +0.2% |
| All | +5.8% | +46.0% | -40.2% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling